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Number of items at this level: 59.

01 Stein Estimation in High Dimensions and the Bootstrap. Beran, Rudolf 1993

02 Statistical Methods in Spectral Estimation. Dahlhaus, Rainer 1993

03 The Excess Mass Approach in Statistics. Müller, D. W. 1992

04 Fitting Time Series Models to Nonstationary Processes. Dahlhaus, Rainer 1997

06 A Conditional Least Squares Approach to Bilinear Time Series Estimation. Grahn, Thorsten 1993

07 Measuring Mass Concentration and Estimating DensityContour Clusters - an Excess Mass Approach. Polonik, Wolfgang 1995

09 Edgeworth Expansions for Spectral Mean Estimates with Applications to Whittle Estimates. Janas, Daniel 1993

10 Locally Adaptive Regression Splines. Geer, van de, Sara ; Mammen, Enno 1997

11 Bootstrap, Wild Bootstrap and Generalized Bootstrap. Mammen, Enno 1995

12 Combinatorial Stochastic Processes. Dümbgen, Lutz 1994

13 A frequency domain bootstrap for ration statistics in time series analysis. Dahlhaus, Rainer ; Janas, Daniel 1996

14 Consistency for Non-Linear Functions of the Periodogram of Tapered Data. Janas, Daniel ; Sachs von, Rainer 1995

15 Density Estimation under Qualitative Assumptionsin Higher Dimensions. Polonik, Wolfgong 1995

16 Minimax Tests for Convex Cones. Dümbgen, Lutz 1995

17 A Generalized Fractionally Differencing Approach inLong-Memory Modelling. Giraitis, Liudas ; Leipus, Remigijus 1993

18 The Asymptotic Properties of Burg Estimators. Hainz, Günter 1994

19 Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix. Dümbgen, Lutz 1998

20 Minimum Volume Sets and Generalized Quantile Processes. Polonik, Wolfgang 1997

21 Asymptotically Optimal Estimation in Misspecified Time Series Models. Dahlhaus, Rainer ; Wefelmeyer, Wolfgang 1996

22 Bootstrap Variable-Selection and Confidence Sets. Beran, Rudolf 1994

23 The Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension. Dümbgen, Lutz 1997

24 A Central Limit Theorem for the Empirical Process of a Long Memory Linear Sequence. Giraitis, Liudas ; Surgailis, Donatas 1994

25 The Change-point Problem for Dependent Observations. Giraitis, Liudas ; Leipus, Remigijus ; Surgailis, Donatas 1994

26 Empirical Spectral Processes and their Applications to StationaryPoint Processes. Eichler, Michael 1995

27 On the Kullback-Leibler Information Divergence of LocallyStationary Processes. Dahlhaus, Rainer 1996

28 Rate Optimal Semiparametric Estimationof the Memory Parameter of the Gaussian Time Series with Long Range Dependence. Giraitis, Liudas ; Robinson, Peter M. ; Samarov, Alexander 1995

29 A Backward-Induction Algorithm for Computing the best ConvexContrast of two Bivariate Samples. Müller, D.W. 1995

30 Discrete Evolutionary Spectra and their Application to a Theoryof Pitch Perception. Thumfart, Andreas 1995

31 Modulation Estimators and Confidence Sets. Beran, Rudolf ; Dümbgen, Lutz 1997

32 New Goodness-of-Fit Tests and their Application toNonparametric Confidence Sets. Dümbgen, Lutz 1998

33 Concentration and Goodness-of-Fit in Higher Dimensions: (Asymptotically) Distribution-Free Methods. Polonik, Wolfgang 1999

34 A Tribute to J. Bertin's Graphical Data Analysis. de Falguerolles, Antoine ; Friedrich, Felix ; Sawitzki, Günther 1996

35 Generalized Durbin-Levinson and Burg Algorithms. Brockwell, Peter J. ; Dahlhaus, Rainer 1998

36 Optimal Smoothing in Adaptive Location Estimation. Mammen, Enno ; Park, Byeong U. 1997

38 Direct Estimation of Low Dimensional Components in Additive Models. Fan, Jianqing ; Härdle, Wolfgang ; Mammen, Enno 1998

39 Testing Parametric versus Semiparametric Modelling in Generalized Linear Models. Härdle, Wolfgang ; Mammen, Enno ; Müller, Marlene 1998

41 On Estimation of Monotone and Concave Frontier Functions. Gijbels, I. ; Park, Byeong U. ; Mammen, Enno ; Simar, Leopold 1997

42 Bootstrap of Kernel Smoothing in Nonlinear Time Series. Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno 1997

43 Smoothing Splines and Shape Restrictions. Mammen, Enno ; Thomas-Agnan, Christine 1999

44 Smooth Discrimination Analysis. Mammen, Enno ; Tsybakov, Alexandre B. 1999

46 The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions. Mammen, Enno ; Linton, Oliver ; Nielsen, Jens Perch 1998

47 Superefficient Estimation of Multivariate Trend. Beran, Rudolf 1998

48 Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions. Konakov, Valentin ; Mammen, Enno 1998

49 REACT Scatterplot Smoothers: Superefficiency through Basis Economy. Beran, Rudolf 1998

50 Estimation in an Additive Model when the Components are LinkedParametrically. Carroll, Raymond J. ; Härdle, Wolfgang ; Mammen, Enno 1998

51 A General Framework for Constrained Smoothing. Mammen, Enno ; Marron, J. S. ; Turlach, Berwin A. ; Wand, M. P. 1998

52 Properties of the Nonparametric Autoregressive Bootstrap. Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno ; Neumann, Michael H. 1998

53 Semiparametric Additive Indices for Binary Response and Generalized Additive Models. Härdle, Wolfgang ; Huet, Sylvie ; Mammen, Enno ; Sperlich, Stefan 1998

54 Hidden Frequency Estimation with Data Tapers. Chen, Zhao-Guo ; Wu, Ka Ho ; Dahlhaus, Rainer 2000

55 Bootstrap Autoregressive Order Selection. Franke, Jürgen ; Kreiss, Jens-Peter ; Moser, Martin 1998

56 A Likelihood Approximation for Locally Stationary Processes. Dahlhaus, Rainer 1999

57 Estimating Yield Curves by Kernel Smoothing Methods. Linton, Oliver ; Mammen, Enno ; Nielsen, Jens Perch ; Tanggaard, Carsten 1998

58 Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap. Maercker, Gisela ; Moser, Martin 1999

59 Graphical Interaction Models for Multivariate Time Series. Dahlhaus, Rainer 1999

60 Locally Adaptive Fitting of Semiparametric Models to Nonstationary Time Series. Dahlhaus, Rainer ; Neumann, Michael H. 2001

61 Spectral Domain Bootstrap Tests for Stationary Time Series. Dahlhaus, R. ; Hainz, G. 1999

62 REACT Trend Estimation in Correlated Noise. Beran, Rudolf 1999

63 On double extremes of Gaussian stationary processes. Ladneva, Anna ; Piterbarg, Vladimir 2000

64 Granger causality graphs for multivariate time series. Eichler, Michael 2001

This list was generated on Sun Aug 18 01:23:53 2019 CEST.
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